How to Build Practice Teaching System of Financial Mathematics in Local Universities

In this paper, the writer combined the experience in financial mathematics direction teaching with the results of the survey of tracking graduates, and analyzed the necessity for local colleges to carry out practical teaching in financial mathematics teaching. What’s more, the writer also proposes some suggestion in establishing practical teaching system of financial mathematics.Key words: Financial mathematics; Practical teaching; Teaching mod

Active Noise Control System With Adaptive Wind Noise Mitigation

This disclosure describes adaptive wind noise mitigation to provide adaptive acoustic transparency that is based on ambient wind levels. An acoustic transparency system is proposed that includes feedback and feedforward filters. The feedback filter can be dynamically throttled to mitigate low-frequency band wind noise. The feedforward filter is utilized to reduce mid-frequency band wind noise while still maintaining or enhancing high frequency acoustic transparency to enable better conversation quality. A two-microphone coherence-based metric is utilized to detect wind events and to adaptively adjust a transparency level based on the detected wind noise. Digital signal processing (DSP) control blocks are utilized to mitigate mid-and-low frequency wind noise passing into a user’s ear, while maintaining or enhancing high frequency transparency gain that enables more speech to pass through to the user’s ear, thereby improving conversational quality even in the presence of loud wind noise

A Fuzzy LP Approach to Option Portfolio

Abstract: Owing to the fluctuation of financial market from time to time,the volatility and stock price may occur imprecisely in the real world. Therefore, it is natural to consider the fuzzy volatility and fuzzy stock price in the financial market. Under these assumptions,the theoretical price deduced by Black–Scholes formula are will turn into the fuzzy numbers, and the derivatives, called the Greek parameters delta, gamma, of the BS model are also fuzzy numbers. An option portfolio considering these fuzzy numbers will be more accord with actual situations. In this paper, we propose a fuzzy programming model of option portfolio based a ranking criterion of fuzzy numbers, which the fuzzy option portfolio model is converted into a classical linear programming problem. Finally, a numerical example is given to illustrate the validity of the method. Key words: Ranking Criterion; Option portfolio; Fuzzy Linear Programming; Delta-Gamma Neutra

Pricing European Call Currency option based on Adaptive Fuzzy Numbers with Possibilistic Mean

In this paper we use the fuzzy estimators based on confidence intervals in order to estimate the volatility of currency exchange rate having sample data. We model the uncertainty of the characteristics such as interest rates and volatility using adaptive fuzzy numbers and replace the fuzzy currency option price and the fuzzy volatility by the possibilistic mean value. Furthermore, a numerical example is presented, and we get the expected prices which depend on given degree of confidence. Key words: Currency Option; Option Pricing; Possibilistic Mean Value; Fuzzy Volatility; G-K Mode

The Discussion on the Mode of Undergraduate Tutorial System for Financial Mathematics Students of Local Universities

With the decreasing in the number of college students, the students quality of local university is also decreasing. This paper proposes the mode of tutor system for financial mathematics students of local universities. And it is analysis the necessity and the importance of tutor system for teaching, employment, etc. we also propose some suggestions on how to execute tutor system

Dynamic Acoustic Transparency Control System

A dynamic acoustic transparency control mechanism for audio devices such as headphones or earbuds is described. The acoustic transparency level for the device is adjusted based on ambient sound detected using an external microphone. In some configurations, an automatic gain control (AGC) block is utilized in the signal path to automatically boost ambient sound to a designed level. In some configurations, a sound pressure level (SPL) is determined based on sound received at the external microphone and a lookup table is utilized to determine a gain based on the received SPL. In some configurations, the applied gain is determined based on an audiogram associated with the user, obtained with user permission. The acoustic transparency system as described herein is implemented in a low-latency signal path and is well-integrated with feedback noise cancelling system to alleviate occlusion effects. The described techniques can enable users to maintain an awareness of their surroundings while wearing headphones or earbuds

A fast and reliable numerical method for analyzing loaded rolling element bearing displacements and stiffness

The load-displacement relation for rolling element bearing is a system of nonlinear algebraic equations describing the relationship of bearing forces and displacements needed to compute the bearing stiffness. The computed bearing stiffness is typically employed to represent the bearing effect when modeling the whole geared rotor system to optimize the system parameters to minimize the unwanted vibrations. In this study, a robust numerical scheme called the energy method is developed and applied to solve for the bearing displacements from the potential energy of the bearing system instead of solving these nonlinear algebraic equations using the classical numerical integration. The proposed energy method is based on seeking the minimal potential energy derived from the theory of elasticity that describes the potential energy as a function of the displacements of inner ring of rolling bearing relative to the housing support structure. Therefore, solving the system of nonlinear algebraic equations is converted into solving a global optimization problem in which the potential energy term is the objective function. The global optimization algorithm produces the bearing displacements that make the potential energy function of bearing system minimum. Parameter studies for bearing stiffness as the explicit expressions of bearing displacements are conducted with the varying unloaded contact angles and the varying orbital positions of rolling elements. The analysis applying the energy method is shown to yield the correct solution efficiently and reliably

Low Correlation Interference OFDM-NLFM Waveform Design for MIMO Radar Based on Alternating Optimization.

The OFDM chirp signal is suitable for MIMO radar applications due to its large time-bandwidth product, constant time-domain, and almost constant frequency-domain modulus. Particularly, by introducing the time-frequency structure of the non-linear frequency modulation (NLFM) signal into the design of an OFDM chirp waveform, a new OFDM-NLFM waveform with low peak auto-correlation sidelobe ratio (PASR) and peak cross-correlation ratio (PCCR) is obtained. IN-OFDM is the OFDM-NLFM waveform set currently with the lowest PASR and PCCR. Here we construct the optimization model of the OFDM-NLFM waveform set with the objective function being the maximum of the PASR and PCCR. Further, this paper proposes an OFDM-NLFM waveform set design algorithm inspired by alternating optimization. We implement the proposed algorithm by the alternate execution of two sub-algorithms. First, we keep both the sub-chirp sequence code matrix and sub-chirp rate plus and minus (PM) code matrix unchanged and use the particle swarm optimization (PSO) algorithm to obtain the optimal parameters of the NLFM signal's time-frequency structure (NLFM parameters). Next, we keep current optimal NLFM parameters unchanged, and optimize the sub-chirp sequence code matrix and sub-chirp rate PM code matrix using the block coordinate descent (BCD) algorithm. The above two sub-algorithms are alternately executed until the objective function converges to the optimal solution. The results show that the PASR and PCCR of the obtained OFDM-NLFM waveform set are about 5 dB lower than that of the IN-OFDM

Identifying Expressway Accident Black Spots Based on the Secondary Division of Road Units

For the purpose of reducing the harm of expressway traffic accidents and improving the accuracy of traffic accident black spots identification, this paper proposes a method for black spots identification of expressway accidents based on road unit secondary division and empirical Bayes method. Based on the modelling ideas of expressway accident prediction models in HSM (Highway Safety Manual), an expressway accident prediction model is established as a prior distribution and combined with empirical Bayes method safety estimation to obtain a Bayes posterior estimate. The posterior estimated value is substituted into the quality control method to obtain the black spots identification threshold. Finally, combining the Xi\u27an-Baoji expressway related data and using the method proposed in this paper, a case study of Xibao Expressway is carried out, and sections 9, 19, and 25 of Xibao Expressway are identified as black spots. The results show that the method of secondary segmentation based on dynamic clustering can objectively describe the concentration and dispersion of accident spots on the expressway, and the proposed black point recognition method based on empirical Bayes method can accurately identify accident black spots. The research results of this paper can provide a basis for decision-making of expressway management departments, take targeted safety improvement measures